export class ExponentialMovingAverage { mean: number multiplier: number constructor(timePeriods = 10, startingMean = 16) { this.mean = startingMean this.multiplier = 2 / (timePeriods + 1) } update(newValue: number) { const meanIncrement = this.multiplier * (newValue - this.mean) const newMean = this.mean + meanIncrement this.mean = newMean } }